• Title of article

    Fokker–Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces

  • Author/Authors

    V.I. Bogachev، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    30
  • From page
    1269
  • To page
    1298
  • Abstract
    We consider a Kolmogorov operator L0 in a Hilbert space H, related to a stochastic PDE with a timedependent singular quasi-dissipative drift F = F(t, ·) :H → H, defined on a suitable space of regular functions. We show that L0 is essentially m-dissipative in the space Lp([0,T] × H; ν), p 1, where ν(dt,dx) = νt (dx) dt and the family (νt )t∈[0,T ] is a solution of the Fokker–Planck equation given by L0. As a consequence, the closure of L0 generates a Markov C0-semigroup. We also prove uniqueness of solutions to the Fokker–Planck equation for singular drifts F. Applications to reaction–diffusion equations with time-dependent reaction term are presented. This result is a generalization of the finite-dimensional case considered in [V. Bogachev, G. Da Prato, M. Röckner, Existence of solutions to weak parabolic equations for measures, Proc. London Math. Soc. (3) 88 (2004) 753–774], [V. Bogachev, G. Da Prato, M. Röckner, On parabolic equations for measures, Comm. Partial Differential Equations 33 (3) (2008) 397–418], and [V. Bogachev, G. Da Prato, M. Röckner, W. Stannat, Uniqueness of solutions to weak parabolic equations for measures, Bull. London Math. Soc. 39 (2007) 631–640] to infinite dimensions. © 2008 Elsevier Inc. All rights reserved.
  • Keywords
    Kolmogorov operators , Stochastic PDEs , Singular coefficients , Parabolic equations for measures , Fokker–Planck equations , Maximal dissipativity
  • Journal title
    Journal of Functional Analysis
  • Serial Year
    2009
  • Journal title
    Journal of Functional Analysis
  • Record number

    839811